Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| REFBX (Morgan Stanley Real Estate B) | NA | 0.28% | 21.20% | -4.24% | 9.09% | NA | NA | … | … |
Data as of 12/09/2011, Common starting date is 05/13/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| REFBX (Morgan Stanley Real Estate B) | 05/13/1999 | 12/09/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.28 | 21.20 | -4.24 | 9.09 | NA | NA | … | … | -3.38 | 29.06 | 30.39 | -40.43 | -16.40 | 36.96 | 16.00 | 36.54 | 36.69 | -1.90 | 7.18 | 29.41 | -12.62 |
| Sharpe Ratio | NA | 0.01 | 0.44 | -0.10 | 0.20 | NA | NA | … | … | -0.12 | 1.09 | 0.46 | -0.55 | -0.77 | 2.34 | 0.91 | 2.19 | 3.07 | -0.20 | 0.45 | 2.34 | -2.21 |
| Standard Deviation(%) | NA | 30.45 | 47.51 | 50.63 | 38.26 | NA | NA | … | … | 30.44 | 26.53 | 65.53 | 74.95 | 25.32 | 14.43 | 15.12 | 16.23 | 11.71 | 14.74 | 10.99 | 10.83 | 10.13 |
| Draw Down(%) | NA | 24.30 | 42.47 | 74.01 | 74.01 | NA | NA | … | … | 24.30 | 16.85 | 41.62 | 64.46 | 28.47 | 8.29 | 10.75 | 16.35 | 7.20 | 21.97 | 13.98 | 7.59 | 19.97 |
| Yield(%) | 0.00 | 0.13 | 9.15 | 9.91 | 15.89 | 12.30 | 9.23 | … | … | 0.13 | 0.61 | 2.86 | 15.99 | 30.73 | 23.75 | 30.09 | 10.29 | 4.23 | 4.10 | 7.62 | 3.86 | 2.58 |
Data as of 12/09/2011, Common starting date is 05/13/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| REFBX (Morgan Stanley Real Estate B) |
-25.44%
Feb 2006 – Feb 2009 |
-7.62%
Feb 2004 – Feb 2009 |
5.13%
Jun 1999 – Jun 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| REFBX (Morgan Stanley Real Estate B) |
34.89%
Mar 2003 – Mar 2006 |
25.84%
Jan 2002 – Jan 2007 |
11.38%
Apr 2001 – Apr 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart